-39.8%
CHWY vs WU
-44.5%
+4.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | -12.0% | -5.0% | -7.1% | -11.0% |
| 30D | -6.2% | -2.3% | -3.9% | -5.7% |
| 3M | +5.5% | -3.2% | +8.7% | +5.6% |
| 6M | -17.8% | -25.0% | +7.3% | -13.1% |
| YTD | -36.2% | -21.7% | -14.6% | -33.3% |
| 1Y | -40.0% | -9.0% | -31.0% | -39.6% |
| 3Y | -8.3% | -28.9% | +20.6% | -3.7% |
| 5Y | -71.9% | -51.0% | -20.9% | -69.2% |
| All | -39.8% | -44.5% | +4.7% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling